+575.3%
FAST vs FIS
-54.4%
+629.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | +2.1% | -25.5% | +27.6% | +9.2% |
| 30D | +6.9% | -15.1% | +21.9% | +9.9% |
| 3M | +4.8% | -32.1% | +37.0% | +14.7% |
| 6M | +19.8% | -36.1% | +55.8% | +32.6% |
| YTD | +34.9% | -55.4% | +90.3% | +66.4% |
| 1Y | +32.8% | -53.9% | +86.7% | +61.9% |
| 3Y | +93.7% | -39.8% | +133.5% | +112.0% |
| 5Y | +105.3% | -71.1% | +176.4% | +182.9% |
| All | +575.3% | -54.4% | +629.7% | +663.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling